-9.7%
ENB vs ATI
+20.2%
-29.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.5% |
| 7D | -1.8% | +4.7% | -6.5% | -1.5% |
| 30D | +2.0% | -0.2% | +2.3% | +1.9% |
| 3M | -5.8% | -18.5% | +12.7% | -7.2% |
| 6M | -9.7% | +16.4% | -26.0% | -7.6% |
| All | -9.7% | +20.2% | -29.9% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling